+145.3%
ALLY vs FWONK
+276.6%
-131.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.0% |
| 7D | +3.7% | -6.2% | +9.9% | +6.6% |
| 30D | -2.3% | -0.6% | -1.7% | -2.2% |
| 3M | +3.8% | +11.1% | -7.3% | -1.4% |
| 6M | +9.7% | +11.7% | -2.0% | +3.5% |
| YTD | -1.4% | -3.1% | +1.6% | -1.4% |
| 1Y | +8.2% | -4.2% | +12.4% | +8.4% |
| 3Y | +66.5% | +38.3% | +28.1% | +37.3% |
| 5Y | +1.2% | +92.2% | -91.0% | -29.3% |
| 10Y | +191.4% | +355.4% | -164.0% | +43.7% |
| All | +145.3% | +276.6% | -131.2% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FWONK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling